-37.9%
ENPH vs GSK
+3.0%
-40.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.6% |
| 7D | -8.4% | +1.1% | -9.6% | -8.3% |
| 30D | -11.2% | +6.3% | -17.5% | -8.7% |
| 3M | -36.1% | +1.8% | -37.9% | -34.8% |
| 6M | -37.9% | +1.7% | -39.6% | -35.7% |
| All | -37.9% | +3.0% | -40.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling